+54.6%
TER vs WDAY
-33.8%
+88.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.6% | +6.2% | +3.1% |
| 7D | -20.5% | -2.5% | -18.0% | -20.2% |
| 30D | -47.0% | +4.7% | -51.7% | -47.5% |
| 3M | -43.3% | +13.3% | -56.6% | -45.2% |
| 6M | -42.9% | +57.3% | -100.2% | -50.6% |
| YTD | +12.9% | -10.2% | +23.1% | +18.7% |
| 1Y | +18.2% | -14.1% | +32.2% | +26.2% |
| 3Y | +151.8% | -11.7% | +163.5% | +152.9% |
| All | +54.6% | -33.8% | +88.4% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WDAY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling